It means that when the compiler tried to compile your program, it found that your code depends on a function called "beginthreadex" for which it had no definition, and that it assumed that it does exist and is defined as "extern int beginthreadex();"

Assuming you got no linker errors, this assumption worked, and if nothing else misbehaves then technically you could just leave it at that, although to fix the warning you would need to find what header file defines that symbol and #include it.